rehypothecation

  1. Nicole Seaman

    P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)

    Learning objectives: Explain the impact of collateralization on exposure, and assess the risk associated with the remargining period, threshold, and minimum transfer amount. Assess the impact of collateral on counterparty risk and funding, with and without segregation or rehypothecation...
    • Nicole Seaman
    • Thread
    • collateralization counterparty-risk minimum-transfer-amount rehypothecation remargining-period segregation threshold
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)

    Learning objectives: Differentiate between a two-way and one-way CSA agreement and describe how collateral parameters can be linked to credit quality. Explain aspects of collateral including funding, rehypothecation and segregation. Explain how market risk, operational risk, and liquidity risk...
    • Nicole Seaman
    • Thread
    • collateral-parameters collateralization credit-quality one-way-csa-agreement rehypothecation segregation two-way-csa-agreement
    • Replies: 2
    • Forum: FRM® Practice Questions
Top